Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RRNIX (T. ROWE PRICE NEW INCOME FUND INC. T. ROWE PRICE NEW INCOME FUND-R CLASS) | 1.90% | 2.42% | 0.84% | -2.07% | 0.50% | 1.27% | 2.30% | 2.78% |
Data as of 07/11/2025, AR inception is 10/22/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RRNIX (T. ROWE PRICE NEW INCOME FUND INC. T. ROWE PRICE NEW INCOME FUND-R CLASS) | 10/22/2002 | 07/11/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.25 | 2.42 | 0.84 | -2.07 | 0.50 | 1.27 | 2.30 | 2.78 | 1.90 | 0.47 | 3.94 | -14.80 | -2.12 | 4.10 | 8.57 | -1.26 | 3.37 | 2.05 | -0.36 | 5.18 | -2.78 | 5.41 | 5.56 | 6.65 | 11.80 | 0.94 | 5.79 | 3.63 | 2.36 | 4.12 | 5.28 | 3.88 |
| Sharpe Ratio | NA | -0.15 | -0.39 | -0.71 | -0.19 | NA | NA | 0.36 | 0.12 | -1.12 | -0.04 | -2.15 | -0.62 | 0.69 | 2.25 | -0.94 | 1.00 | 0.61 | -0.11 | 2.13 | -0.86 | 2.18 | 1.40 | 1.78 | 2.78 | 0.00 | 0.75 | 0.11 | 0.06 | 0.80 | 1.07 | 5.45 |
| Standard Deviation(%) | NA | 5.18 | 6.52 | 5.82 | 4.86 | NA | NA | 4.29 | 5.24 | 5.45 | 7.24 | 7.56 | 3.43 | 5.61 | 3.19 | 2.75 | 2.75 | 3.04 | 3.49 | 2.43 | 3.28 | 2.48 | 3.95 | 3.69 | 4.21 | 5.78 | 3.72 | 3.20 | 3.08 | 3.97 | 4.28 | 3.90 |
| Draw Down(%) | NA | 4.88 | 10.71 | 20.74 | 20.74 | NA | NA | 20.74 | 2.74 | 4.21 | 8.47 | 18.52 | 3.05 | 9.93 | 1.93 | 3.51 | 1.42 | 4.47 | 2.79 | 1.15 | 5.90 | 1.23 | 1.81 | 3.34 | 2.23 | 7.17 | 2.53 | 2.64 | 2.54 | 4.45 | 4.69 | 0.91 |
| Yield(%) | 0.00 | 3.15 | 2.97 | 2.00 | 2.12 | 2.42 | 2.97 | 3.30 | 1.26 | 3.74 | 3.20 | 1.58 | 1.01 | 1.79 | 2.38 | 2.30 | 2.07 | 1.96 | 1.95 | 2.14 | 2.83 | 3.50 | 3.59 | 4.21 | 4.18 | 5.39 | 4.28 | 4.06 | 3.86 | 3.40 | 3.43 | 0.74 |
Data as of 07/11/2025, AR inception is 10/22/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RRNIX (T. ROWE PRICE NEW INCOME FUND INC. T. ROWE PRICE NEW INCOME FUND-R CLASS) |
-6.79%
Oct 2020 - Oct 2023 |
-2.12%
Jan 2020 - Jan 2025 |
-0.29%
Oct 2012 - Oct 2022 |
1.33%
Jun 2010 - Jun 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RRNIX (T. ROWE PRICE NEW INCOME FUND INC. T. ROWE PRICE NEW INCOME FUND-R CLASS) |
9.65%
Oct 2008 - Oct 2011 |
6.71%
Jul 2007 - Jul 2012 |
5.35%
Nov 2002 - Nov 2012 |
4.00%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart